+73.9%
MUB vs BIDU
+357.1%
-283.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | 0.0% |
| 7D | -0.9% | +2.4% | -3.3% | -0.9% |
| 30D | -1.4% | -10.5% | +9.1% | -1.4% |
| 3M | -2.2% | -26.2% | +24.1% | -2.0% |
| 6M | -1.9% | -16.4% | +14.5% | -1.8% |
| YTD | -0.8% | -23.9% | +23.1% | -0.7% |
| 1Y | +2.7% | +1.3% | +1.5% | +2.7% |
| 3Y | +8.6% | -32.1% | +40.7% | +8.6% |
| 5Y | +2.0% | -39.0% | +41.0% | +1.9% |
| 10Y | +17.9% | -44.0% | +62.0% | +17.5% |
| All | +73.9% | +357.1% | -283.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling